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Change-point problems: bibliography and review (Q2324132)

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Language	Label	Description	Also known as
English	Change-point problems: bibliography and review	scientific article

Statements

scholarly article

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Change-point problems: bibliography and review (English)

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Journal of Statistical Theory and Practice

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publication date

13 September 2019

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zbMATH Keywords

bioterrorism

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CUSUM test

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hazard rate change

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likelihood ratio test

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mean shift

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regression slope switch

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scan statistic

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survival analysis

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variance change

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/15598608.2010.10412010

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The asymptotic power function of GLR tests for local change of parameter

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The problem of the Nile: Conditional solution to a changepoint problem

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Asymptotic distributions of maximum likelihood tests for change in the mean

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An application of the maximum likelihood test to the change-point problem

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Approximations for the time of change and the power function in change-point models

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On the rate of approximations for maximum likelihood tests in change-point models

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Detecting changes of mean in multidimensional normal sequences with applications to literature and geology

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A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

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Testing a Sequence of Observations for a Shift in Location

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Inference about the change-point in a sequence of random variables

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Time-ordered classification

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The maximum likelihood method for testing changes in the parameters of normal observations

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Tests for a change-point

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A Bivariate Test for the Detection of a Systematic Change in Mean

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The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

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Testing and estimating change-points in time series

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Some One-Sided Tests for Change in Level

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On tests for detecting change in mean

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Confidence Sets in Change-Point Problems

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Likelihood Ratio Tests for a Change in the Multivariate Normal Mean

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On the Likelihood Ratio Test for a Shift in Location of Normal Populations

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Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables

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Estimating the number of change-points via Schwarz' criterion

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Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems

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Nonparametric change-point estimation

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Invariance principles for changepoint problems

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Nonparametric tests for the changepoint problem

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A note on the change-point problem for angular data

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A Nonparametric Method for the a Posteriori Detection of the “Disorder” Time of a Sequence of Independent Random Variables

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The asymptotic behavior of some nonparametric change-point estimators

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Testing for change-points with rank and sign statistics

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Comparison of \(U\)-statistics in the change-point problem and in sequential change detection

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\(U\)-statistics for change under alternatives

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Nonparametric estimation in change-point models

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The Change-Point Problem for Angular Data: A Nonparametric Approach

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Note on a Distribution-Free CUSUM Technique

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A Non-Parametric Approach to the Change-Point Problem

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Some results on estimating a change-point using non-parametric type statistics

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A simple cumulative sum type statistic for the change-point problem with zero-one observations

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A conservative nonparametric distribution-free confidence bound for the shift in the changepoint problem

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Testing change-points with linear trend

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Nonparametric statistical procedures for the changepoint problem

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A Bayesian approach to retrospective identification of change-points

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Bayesian inferences about a changing sequence of random variables

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Hierarchical Bayesian Analysis of Changepoint Problems

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Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time

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On Detecting Changes in the Mean of Normal Variates

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Estimation in multi-path change-point problems

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Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points

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A Shift of the Mean Level in a Sequence of Independent Normal Random Variables: A Bayesian Approach

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Tests for change of parameter at unknown times and distributions of some related functionals on Brownian motion

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A Bayesian Analysis of a Change in the Precision of a Sequence of Independent Normal Random Variables at an Unknown Time Point

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Inference Problems about Parameters which are Subjected to Changes Over Time

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A Bayesian approach to inference about a change-point in a sequence of random variables

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A Bayesian test of a parameter shift and an application

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Estimation of a noisy discrete-time step function: Bayes and empirical Bayes approaches

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An algorithm for detecting a change in a stochastic process

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Detecting changes in signals and systems - a survey

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Multivariate Generalizations of Cumulative Sum Quality-Control Schemes

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Sequential change-point detection with likelihood ratios

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\(U\)-statistics for sequential change detection.

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Inference about the change-point from cumulative sum tests

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The Effect of Serial Correlation on the Performance of CUSUM Tests

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Sequential change-point detection when unknown parameters are present in the pre-change distribution

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CONTINUOUS INSPECTION SCHEMES

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A test for a change in a parameter occurring at an unknown point

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CONTROL CHARTS WITH WARNING LINES

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On problems in which a change in a parameter occurs at an unknown point

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Sequential analysis. Tests and confidence intervals

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Boundary crossing probabilities and statistical applications

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Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean

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The probability distribution and the expected value of a stopping variable associated with one-sided cusum procedures for non-negative integer valued random variables

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Detection of abrupt changes in signals and dynamical systems. (Proceedings of a Conference on Detection of Abrupt Changes in Signals and Dynamical Systems, Paris, March 21-22, 1984)

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Bayesian forecasting and dynamic models

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Testing and Locating Variance Changepoints with Application to Stock Prices

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A Non-Gaussian Model for Time Series with Pulses

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Non-Gaussian State-Space Modeling of Nonstationary Time Series

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Brownian Motion in the Stock Market

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On a class of change-point models in covariance structures for growth curves and repeated measurements

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Robust Methods for Detection of Shifts of the Innovation Variance of a Time Series

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Rank Tests of Dispersion

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Bayesian detection of a change of scale parameter in sequences of independent gamma random variables

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On the Stable Paretian Behavior of Stock-Market Prices

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A Bayesian change-point analysis of electromyographic data: detecting muscle activation patterns and associated applications

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Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series

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Bayesian Test of Homogeneity of Variance

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Estimating the transition between two intersecting straight lines

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Asymptotically optimal tests and optimal designs for testing the mean in regression models with applications to change-point problems

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Tests of Equality Between Sets of Coefficients in Two Linear Regressions

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Tests of Disorder of Regression: Asymptotic Comparison

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Inference about the Point of Change in a Regression Model

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A Test for a Shifting Slope Coefficient in a Linear Model

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Some comparisons of tests for a shift in the slopes of a multivariate linear time series model

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On asymptotic distribution theory in segmented regression problems - identified case

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The log likelihood ratio in segmented regression

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A note on change point estimation in dose-response trials

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Fitting Segmented Polynomial Regression Models Whose Join Points have to be Estimated

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Two Methods for Examining the Stability of Regression Coefficients

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A Markov model for switching regressions

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Limit theorems for change in linear regression

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On the use of loss functions in the changepoint problem

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A u-i approach to retrospective testing for shifting parameters in a linear model

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Inference about the intersection in two-phase regression

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Inference in Two-Phase Regression

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Fitting Segmented Curves Whose Join Points Have to be Estimated

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A Note on Switching Regressions and Logistic Discrimination

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The likelihood ratio test for a change-point in simple linear regression

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Two-phase regression with nonhomogeneous errors

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Likelihood ratio and cumulative sum tests for a change-point in linear regression

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Robustness of the Likelihood Ratio Test for a Change in Simple Linear Regression

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Switching Regression Models with Imperfect Sample Separation Information--With an Application on Cartel Stability

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Estimating coefficients of two-phase linear regression model with autocorrelated errors

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Testing the Constancy of Regression Relationships Over Time Using Least Squares Residuals

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Structural changes in multivariate regression models

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Segmented linear regression models applied to the analysis of data from a cross-sectional growth experiment

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Statistical Method for Detecting Structural Change in the Growth Process

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The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes

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Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes

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A New Approach to Estimating Switching Regressions

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Estimating Mixtures of Normal Distributions and Switching Regressions

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Structural changes in time series models

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Parameter changes in a regression model with autocorrelated errors

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An Improved Version of the Quandt-Ramsey MGF Estimator for Mixtures of Normal Distributions and Switching Regressions

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Some "Optimal" Methods to Detect Structural Shift or Outliers in Regression

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Some Hypotheses Concerning Two Phase Regression Lines

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On Tests of Trend in a Weakly Stationary Time Series

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A switching regression method using inequality conditions

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A New Maximum Likelihood Algorithm for Piecewise Regression

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A Maximum Likelihood Method for Piecewise Regression Models with a Continuous Dependent Variable

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Estimation of change-points in a nonparametric regression function through kernel density estimation

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Estimation of jump points in nonparametric regression through residual analysis

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Change-points in nonparametric regression analysis

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Asymptotic theory of some tests for a possible change in the regression slope occurring at an unknown time point

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Detecting break points in generalized linear models

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Kernel-type estimators of jump points and values of a regression function

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Some Bayesian Inferences for a Changing Linear Model

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A Bayesian Analysis of a Switching Regression Model: Known Number of Regimes

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Bayesian inferences related to shifting sequences and two-phase regression

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Bayesian estimation of the switching regression model with autocorrelated errors

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A Bayesian analysis of some threshold switching models

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Straight Lines with a Change-Point: A Bayesian Analysis of Some Renal Transplant Data

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Bayesian Retrospective Multiple-Changepoint Identification

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Bayesian and Non-Bayesian Analysis of Switching Regressions and of Random Coefficient Regression Models

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Monitoring and Adaptation in Bayesian Forecasting Models

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Dynamic Generalized Linear Models and Bayesian Forecasting

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Boundary crossing probabilities by nondifferentiable processes and applications to two-phase regression

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Estimating and Testing Trend in a Stochastic Process of Poisson Type

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An Application of a Displaced Poisson Process*

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A parametric approach to theory of competing risks when the time of death from each cause follows a change-point hazard rate model

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On the asymptotic distribution of an estimate of the change point in a failure rate

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Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes

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Inference about the change-point in a sequence of binomial variables

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A Test for Linear Trend in Constant Hazards and Its Application to a Problem in Occupational Health

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Hypothesis testing for a non-homogeneous poisson process

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Inference for a hazard rate change point

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Asymptotic score-statistic processes and tests for constant hazard against a change-point alternative

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Estimation in change-point hazard rate models

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Estimation in a Cox regression model with a change-point according to a threshold in a covariate

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The power of likelihood ratio and cumulative sum tests for a change in a binomial probability

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Exact Percentage Points of the Likelihood-Ratio Test for a Change-Point Hazard-Rate Model

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Maximum likelihood estimation in hazard rate models with a change-point

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Tests for change-points with epidemic alternatives

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A log-linear model for a Poisson process change point

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Change point estimation using nonparametric regression

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Testing exponentiality against IDMRL distributions with unknown change point

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Nonparametric analysis of changes in hazard rates for censored survival data: An alternative to change-point models

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Constant hazard against a change-point alternative: a bayesian approach with censored data

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Asymptotics of a bayesian approach to estimating change-point in a hazard rate

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Hazard analysis. I

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On the Distributions of Scan Statistics of a Two-Dimensional Poisson Process

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Approximation and simulation of the distributions of scan statistics for Poisson processes in higher dimensions

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Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data

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Change-Point Analysis of Neuron Spike Train Data

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Testing for a change of the long-memory parameter

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Probability maximizing approach to optimal stopping and its application to a disorder problem

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On a generalized disorder problem

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Distribution of Likelihood Ratio in Testing Against Trend

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Testing for a change in the parameter values and order of an autoregressive model

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Optimal surveillance

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Testing and estimating in the change-point problem of the spectral function

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Optimal change-point estimation from indirect observations

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Testing for the number of change points in a sequence of exponential random variables

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Continuous time autoregressive models with common stochastic trends

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The effect of long-range dependence on change-point estimators

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Estimating the Change in a Renewal Process When the Data are Counts

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Maximum likelihood estimation in the multi-path change-point problem

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Estimation in the multipath change point problem for correlated data

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Optimal prediction of level crossings in Gaussian processes and sequences

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Optimal detection of a change in distribution

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Application of the Conditional Population-Mixture Model to Image Segmentation

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Time-series segmentation: A model and a method

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On Optimum Methods in Quickest Detection Problems

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On the Detection of Disorder in a Manufacturing Process. I.

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Detection of a “Disorder” in a Wiener Process

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Change-point problems in software and hardware reliability

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Detecting a Changed Segment in DNA Sequences

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A nonparametric control chart for detecting small disorders

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Detecting change in a random sequence

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Exact and approximate filtering in signal detection: An example (Corresp.)

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A simulated annealing strategy for the detection of arbitrarily shaped spatial clusters

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Asymptotic distribution theory of change-point estimators and confidence intervals based on bootstrap approximation

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Segmentation of non-stationary time series

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Nonparametric Estimation of Transition Intensities and Transition Probabilities: A Case Study of a Two-State Markov Process

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A spatial scan statistic

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Prospective Time Periodic Geographical Disease Surveillance Using a Scan Statistic

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A Tree-Based Scan Statistic for Database Disease Surveillance

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Power comparisons for disease clustering tests

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Large-deviation approximations to the distribution of scan statistics

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Geographic and network surveillance via scan statistics for critical area detection

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Estimation of the Location of the Cusp of a Continuous Density

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Selecting the Smoothing Parameter for Estimation of Slowly Changing Evoked Potential Signals

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Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives

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A dynamic sampling approach for detecting a change in distribution

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Bayesian Detection and Modeling of Spatial Disease Clustering

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On the change of support problem for spatio-temporal data

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Change-point problems for the von Mises distribution

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Change Points in the Series of T4 Counts Prior to AIDS

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Bayes procedures for detecting a shift in the probability of success in a series of Bernoulli trials

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A point process driven multiple change point model: a robust resistant approach

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Optimal tracking of brownian motion

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On a quickest detection problem with costly information

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On a Quickest Detection Problem

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A Control Chart Model and a Generalised Stopping Problem for Brownian Motion

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On Sequential Detection of a Shift in the Probability of a Rare Event

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Gaussian processes, moving averages and quick detection problems

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Information bounds and quick detection of parameter changes in stochastic systems

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Efficient recursive algorithms for detection of abrupt changes in signals and control systems

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Procedures for Reacting to a Change in Distribution

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Counted Data CUSUM's

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A Small Sample Size Comparison of the Cusum and Shiryayev-Roberts Approaches: Changepoint Detection

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Optimal stopping times for detecting changes in distributions

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Average run lengths of an optimal method of detecting a change in distribution

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Approximations to the expected sample size of certain sequential tests

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A diffusion process and its applications to detecting a change in the drift of Brownian motion

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Monitoring Point Patterns for the Development of Space–Time Clusters

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Corrected diffusion approximations in certain random walk problems

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Optimally stopping the sample mean of a Wiener process with an unknown drift

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Sequential tests for the drift of a Wiener process with a smooth prior, and the heat equation

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Identifiers

zbMATH Open document ID

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10.1080/15598608.2010.10412010

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2324132

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